IV Skew
-1.7%
25Δ put − call
Expiry 9/45d 9/1112d 9/1819d 9/2526d 10/233d 10/1647d 11/2082d 12/18110d +6 more 2027-01-15 (138d) 2027-03-19 (201d) 2027-04-16 (229d) 2027-06-17 (291d) 2027-09-17 (383d) 2028-01-21 (509d)
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI 5 — 51.4% 0.79 0.0109 -0.78 0.14 20.80/24.50 16.27 412.50 1.26 0.20/4.40 0.14 -0.71 0.0110 -0.20 50.5% 4 7 11 1 48.9% 0.78 0.0121 -0.78 0.15 18.50/22.20 31.35 415.00 2.40 0.60/4.65 0.15 -0.71 0.0122 -0.22 48.2% 9 7 2 1 47.9% 0.75 0.0132 -0.81 0.16 16.10/20.25 18.82 417.50 3.15 2.10/5.20 0.16 -0.75 0.0133 -0.25 47.3% 30 13 152 20 46.9% 0.72 0.0143 -0.84 0.17 14.85/18.35 22.65 420.00 3.70 2.22/5.30 0.17 -0.72 0.0149 -0.27 43.9% 921 34 1 — 46.7% 0.68 0.0151 -0.88 0.18 12.55/16.70 19.27 422.50 4.05 2.50/6.45 0.18 -0.80 0.0155 -0.32 45.3% 1.1k 48 37 5 45.3% 0.64 0.0163 -0.89 0.19 11.00/14.85 12.08 425.00 5.13 4.60/7.05 0.19 -0.80 0.0168 -0.35 43.7% 119 271 12 2 44.7% 0.60 0.0171 -0.90 0.20 9.20/13.25 9.85 427.50 6.55 5.20/8.10 0.20 -0.83 0.0174 -0.40 43.7% 6 503 16 132 43.0% 0.56 0.0181 -0.89 0.20 7.75/11.50 9.14 430.00 7.89 5.00/8.10 0.20 -0.75 0.0200 -0.44 38.9% 374 286 8 185 43.5% 0.51 0.0181 -0.90 0.20 7.65/10.35 6.70 432.50 8.65 6.00/10.30 0.20 -0.84 0.0183 -0.49 43.0% 249 11 25 201 39.0% 0.46 0.0201 -0.81 0.20 5.50/8.10 6.85 435.00 7.73 7.50/11.60 0.20 -0.83 0.0183 -0.53 42.8% 16 15 181 48 42.4% 0.42 0.0182 -0.86 0.20 4.30/7.85 6.00 437.50 10.05 9.65/13.00 0.20 -0.81 0.0181 -0.58 42.7% 7 70 37 476 43.0% 0.38 0.0175 -0.85 0.19 3.65/7.00 4.63 440.00 13.20 11.00/14.50 0.19 -0.79 0.0176 -0.62 42.6% 8 35 82 5 44.3% 0.34 0.0164 -0.84 0.19 2.96/6.40 4.20 442.50 13.80 12.40/16.20 0.18 -0.76 0.0168 -0.66 43.0% 26 26 169 246 44.8% 0.31 0.0155 -0.81 0.18 1.50/5.70 3.46 445.00 15.15 14.05/18.00 0.18 -0.73 0.0158 -0.70 43.5% 6 96 8 2 45.0% 0.27 0.0145 -0.77 0.17 1.00/5.00 2.69 447.50 11.57 16.00/19.90 0.17 -0.69 0.0147 -0.73 44.1% 45 26 65 1.2k 48.0% 0.25 0.0131 -0.79 0.16 0.81/4.95 2.34 450.00 15.26 18.00/22.00 0.16 -0.67 0.0135 -0.76 45.4% 7 64
Greeks Profile 2026-09-04 · 5d · σ = 43.2%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.08 0.21 0.50 0.79 1.08 $303 $368 $432 $497 $562 spot $432.42 Strike Δ Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).